A unified derivation for fast estimation algorithms by the conjugate direction method
type: Item
instance of: scholarly article
title: A unified derivation for fast estimation algorithms by the conjugate direction method
zbMATH Open document ID: 0581.65053
DOI: 10.1016/0024-3795(85)90148-X
author: Arye Nehorai
author: Martin Morf
published in: Linear Algebra and its Applications
publication date: 1985-01-01T00:00:00Z
review text: This is a very interesting paper which provides a unified derivation for the Levinson-Durbin-Whittle-Wiggins-Robinson fast recursive least squares, ladder and fast Cholesky algorithms as special cases of conjugate direction method.
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 3930261
zbMATH Keywords: Levinson
zbMATH Keywords: Durbin
zbMATH Keywords: Whittle
zbMATH Keywords: Wiggins
zbMATH Keywords: Robinson
zbMATH Keywords: fast recursive least squares
zbMATH Keywords: Cholesky
zbMATH Keywords: conjugate direction method
reviewed by: József Abaffy
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3930261